Your question is not very clear, but you can upload and download files from a ESX datastore using the datastore browser in the management client. You just right click on a datastore and click "browse datastore". There are buttons for uploading and downloading files.
I would urge you to use caution at what you are uploading, however, as realy this should just be for VMs and removable media images for use in VMs.
If you are just trying to copy files into say a Windows VM that is running on the ESX server, then network shares or mounting a DVD is the best method.